Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.515159 0.578566 0.650805 0.740117 0.848878 0.978785 1.148458
2025-08-17 0.419286 0.491730 0.580013 0.697915 0.855167 1.063886 1.373598
2025-08-24 0.366945 0.444118 0.542986 0.683164 0.884512 1.177268 1.666563
2025-08-31 0.347249 0.433043 0.548401 0.722076 0.991717 1.425563 2.262171
2025-09-07 0.318901 0.405986 0.527112 0.717558 1.031065 1.577730 2.769788
2025-09-14 0.293699 0.380011 0.503332 0.704197 1.051508 1.701375 3.292304
2025-09-21 0.274907 0.360981 0.487040 0.699277 1.084076 1.857000 4.000830
2025-09-28 0.256518 0.340729 0.466481 0.683888 1.093705 1.968184 4.687092
2025-10-05 0.252716 0.341614 0.478392 0.724917 1.219819 2.389822 6.890632
2025-10-12 0.254124 0.350344 0.503507 0.793320 1.421420 3.118131 12.140418
2025-10-19 0.240952 0.335079 0.487197 0.781470 1.442595 3.351051 15.588331
2025-10-26 0.231219 0.324572 0.477939 0.781946 1.493177 3.712562 21.973554
2025-11-02 0.216446 0.305703 0.453939 0.752583 1.470763 3.838478 27.647107
2025-11-09 0.201003 0.284869 0.425000 0.709922 1.405997 3.776191 30.911162
2025-11-16 0.191027 0.272484 0.410162 0.695033 1.412469 4.016896 43.852264
2025-11-23 0.189529 0.274061 0.420469 0.735074 1.582837 5.163616 149.209074
2025-11-30 0.182286 0.265401 0.411145 0.730481 1.622430 5.728352 422.648244
2025-12-07 0.174527 0.255402 0.398533 0.716781 1.630522 6.137570 1750.560405
2025-12-14 0.168403 0.247894 0.390090 0.711739 1.666053 6.796114 NaN
2025-12-21 0.161511 0.238687 0.377736 0.695947 1.661612 7.183298 NaN
2025-12-28 0.161375 0.241351 0.388640 0.738070 1.877411 9.933802 NaN
2026-01-04 0.163668 0.248480 0.409082 0.808363 2.244323 16.501566 NaN
2026-01-11 0.158053 0.240863 0.398786 0.796180 2.263323 18.414116 NaN